Nimbus Group AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:68.81% (-4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9005 | 4.48 | |
| 0.1715 | 3.12 | |
| 0.2712 | 1.65 | |
| 0.9091 | 0.76 | |
| -1.8661 | -0.98 | |
| 1.7542 | 1.15 | |
| -1.7249 | -1.01 | |
| 2.3510 | 1.40 | |
| -2.2671 | -1.87 |
Estimation Period:
Feb 12, 2021 to Feb 6, 2026
Feb 12, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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